-4.6%
SONY vs LUMN
-63.6%
+59.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.0% |
| 7D | +6.7% | -18.2% | +25.0% | +7.6% |
| 30D | +14.8% | -32.5% | +47.3% | +17.0% |
| 3M | +16.9% | -32.4% | +49.3% | +19.2% |
| 6M | +30.2% | -59.3% | +89.6% | +37.1% |
| YTD | +5.5% | -48.6% | +54.1% | +6.7% |
| 1Y | -4.6% | -63.5% | +59.0% | -6.3% |
| All | -4.6% | -63.6% | +59.0% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LUMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling